Mathematical finance. 1992;2(4):299-308. doi: 10.1111/j.1467-9965.1992.tb00034.x Q22.42025

Option Pricing When Jump Risk Is Systematic

当跳跃风险具有系统性时的期权定价

DOI: 10.1111/j.1467-9965.1992.tb00034.x

摘要

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